IV Skew
-100.6%
25Δ put − call
Expiry 9/1818d 10/1646d 1/15137d 4/16228d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 1 1 100.9% 0.84 0.0279 -0.06 0.02 5.60/10.00 8.55 32.00 — — — — — — — — — 1 1 100.9% 0.77 0.0352 -0.08 0.03 4.70/8.00 7.40 34.00 — — — — — — — — — — — — — — — — — — 38.00 2.10 — — — — — — — — — 1 91.7% 0.54 0.0501 -0.09 0.03 1.40/5.00 8.10 39.00 2.00 0.00/3.80 0.03 -0.05 0.0881 -0.48 52.3% 40 46 10 — 95.4% 0.49 0.0484 -0.09 0.03 0.90/4.90 2.00 40.00 2.40 0.50/4.90 0.03 -0.05 0.0779 -0.55 58.8% — 2 5 5 100.6% 0.46 0.0456 -0.10 0.03 0.50/4.90 7.71 41.00 — — — — — — — — — 2 — 116.3% 0.44 0.0392 -0.11 0.03 1.00/4.80 4.60 42.00 3.75 2.00/5.90 0.03 -0.04 0.0718 -0.71 55.6% 5 5 1 1 116.2% 0.40 0.0385 -0.11 0.03 0.25/4.90 3.00 43.00 — — — — — — — — — 8 8 122.6% 0.38 0.0359 -0.11 0.03 0.10/4.90 1.50 44.00 — — — — — — — — — 1 — 127.6% 0.36 0.0339 -0.12 0.03 0.10/4.70 2.15 45.00 — — — — — — — — — 2 1 132.2% 0.34 0.0320 -0.12 0.03 0.10/4.50 1.90 46.00 — — — — — — — — — — — — — — — — — — 50.00 7.60 9.00/12.00 0.02 -0.06 0.0281 -0.82 109.7% 1 1
Greeks Profile 2026-09-18 · 18d · σ = 72.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.01 0.26 0.53 0.79 1.06 $27 $33 $39 $45 $51 spot $38.91 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).